相关论文: Monte Carlo simulations of the randomly forced Bur…
The dynamics of the multi-dimensional randomly forced Burgers equation is studied in the limit of vanishing viscosity. It is shown both theoretically and numerically that the shocks have a universal global structure which is determined by…
We study weak localization effects in the ballistic regime as induced by man-made scatterers. Specular reflection of the electrons off these scatterers results into backscattered trajectories which interfere with their time-reversed path…
It has been revealed by mean-field theories and computer simulations that the nature of the collapse transition of a polymer is influenced by its bending stiffness $\epsilon_{\rm b}$. In two dimensions, a recent analytical work demonstrated…
We study the dynamics of a one-dimensional Bose gas at unit filling in both shallow and deep optical lattices and obtain the dynamic structure factor ${S(k,\omega)}$ by monitoring the linear response to a weak probe pulse. We introduce a…
Measuring observables to constrain models using maximum-likelihood estimation is fundamental to many physics experiments. Wilks' theorem provides a simple way to construct confidence intervals on model parameters, but it only applies under…
We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…
Lattice Monte Carlo (MC) simulations and the functional Renormalization Group (RG) are powerful approaches that allow for quantitative studies of non-perturbative phenomena such as bound-state formation, spontaneous symmetry breaking and…
When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…
This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…
We extend the Worldline Monte Carlo approach to computationally simulating the Feynman path integral of non-relativistic multi-particle quantum-mechanical systems. We show how to generate an arbitrary number of worldlines distributed…
The hardcore-Bose-Hubbard model with random chemical potential is investigated using quantum Monte Carlo simulation. We consider two cases of random distribution of the chemical potential: a uniformly random distribution and a correlated…
A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…
We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…
Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…
A treatment of direct simulation Monte Carlo method (DSMC) as a Markov process with a master equation is given and the corresponding master equation is derived. A hierarchy of equations for the reduced probability distributions is derived…
We present a Monte Carlo simulation framework for analysing the risk involved in deploying real-time control systems in safety-critical applications, as well as an algorithm design technique allowing one (in certain situations) to robustify…
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…
We study a generalized clock model on the simple cubic lattice. The parameter of the model can be tuned such that the amplitude of the leading correction to scaling vanishes. In the main part of the study we simulate the model with $Z_8$…
Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…